Skip to main content
V-Lab

Eb Creasy & Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.57% (-0.49%)
Analysis last updated: Sunday, February 8, 2026 at 03:00 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Eb Creasy & Co Ltd S0GARCH
paramt-stat
ω1.15703.39
α0.12264.96
β0.786618.51
γ1-0.4124-1.76
γ20.69411.96
γ3-0.6193-2.59
γ40.64292.61
γ5-0.5478-1.64
γ60.58621.61
γ7-0.5996-2.17
γ80.23521.03
γ90.10520.61
Estimation Period:
Jan 10, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts